Kohatsu-Higa, Arturo.
Kohatsu-Higa, Arturo, 19..-....
VIAF ID: 209035495 ( Personal )
Permalink: http://viaf.org/viaf/209035495
Preferred Forms
- 100 1 _ ‡a Kohatsu-Higa, Arturo
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- 100 1 _ ‡a Kohatsu-Higa, Arturo
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- 100 1 _ ‡a Kohatsu-Higa, Arturo
- 100 1 _ ‡a Kohatsu-Higa, Arturo, ‡d 19..-....
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4xx's: Alternate Name Forms (7)
5xx's: Related Names (2)
Works
Title | Sources |
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Approximation et estimation de densité pour des équations d'évolution stochastique | |
Computation of Greeks for barrier and lookback option using Malliavin calculus | |
Jump SDEs and the study of their densities : a self-study book | |
LAN property for jump-diffusion processes with discrete observations via Malliavin calculus. | |
Lévy-driven stochastic differential equations : interacting particle systems of mean-field type and McKean-Vlasov processes. | |
No English title available. | |
On probability distributions of diffusions and financial models with non-globally smooth coefficients | |
Paris-Princeton Lectures on Mathematical Finance 2004 | |
Processus matriciels : simulation et modélisation de la dépendance en finance | |
Stochastic analysis with financial applications : Hong Kong 2009 | |
Sur les lois de diffusions et de modèles financiers avec coefficients non globalement réguliers. | |
Weak regularization by degenerate Lévy noise and its applications. |